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Re: st: Running Product Function


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Running Product Function
Date   Sun, 9 Dec 2012 22:13:36 +0000

I'd recommend use of a -double- here. Also, if you were paid by the parenthesis

by appt: gen double y1=exp(sum(cond(reduct_per == 0, 1, ln(reduct_per))))

On Sun, Dec 9, 2012 at 10:06 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
> Eventually, I improved the system and put:the following commands:
>
> by appt: replace reduct_per=1 if reduct_per==0
> by appt: gen y1=exp(sum(ln(reduct_per)))
>
> I got the following table, which is exactly what I need (I don't want
> the geometric mean to be set to zero):
>
> . list reduct_per y3 if appt==2862
>
>         +---------------------+
>         | reduct~r         y3 |
>         |---------------------|
>     30. |        1          1 |
>     31. |        1          1 |
>     32. |        1          1 |
>     33. |        1          1 |
>     34. |        1          1 |
>         |---------------------|
>     35. |        1          1 |
>     36. |        1          1 |
>     37. |        1          1 |
>     38. |        1          1 |
>     39. |        1          1 |
>         |---------------------|
>     40. |        1          1 |
>     41. |        1          1 |
>     42. |        1          1 |
>     43. |        1          1 |
>     44. |        1          1 |
>         |---------------------|
>     45. |        1          1 |
>     46. |        1          1 |
>     47. |        1          1 |
>     48. |        1          1 |
>     49. |        1          1 |
>         |---------------------|
>     50. |        1          1 |
>     51. |        1          1 |
>     52. |        1          1 |
>     53. |        1          1 |
>     54. |        1          1 |
>         |---------------------|
>     55. |       25         25 |
>     56. |       25        625 |
>     57. |       25      15625 |
>     58. |       25     390625 |
>     59. |       25    9765625 |
>         |---------------------|
>     60. |       25   2.44e+08 |
>     61. |       25   6.10e+09 |
>     62. |       25   1.53e+11 |
>     63. |       25   3.81e+12 |
>     64. |       25   9.54e+13 |
>         |---------------------|
>     65. |       25   2.38e+15 |
>     66. |       25   5.96e+16 |
>         +---------------------+
>
>
> On Sun, Dec 9, 2012 at 11:56 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>> That is reasonable if and only if zero is in effect a code for missing
>> in your situation.
>>
>> (In terms of your earlier reference, -prod()- is a user-written -egen-
>> function which must be installed from
>>
>> STB-51  dm71  . . . . . . . . . . . .  Calculating the product of observations
>>         (help prod if installed)  . . . . . . . . . . . . . . . . . .  P. Ryan
>>         9/99    pp.3--4; STB Reprints Vol 9, pp.45--48
>>         extension to egen for producing the product of observations
>>
>> Please remember to explain _where_ you obtained user-written code.)
>>
>> Nick
>>
>> On Sun, Dec 9, 2012 at 9:40 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>>> I don't have negative values, but I have zeros, in which case I can
>>> replace them by one and then take the -ln()-
>>>
>>> On Sun, Dec 9, 2012 at 11:31 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>>>> Oddly enough I was thinking earlier today about how you would
>>>> generalise this if any values were not positive.
>>>>
>>>> If any value is zero, then the product becomes zero; otherwise one
>>>> would need to separate out products of -abs()- and -sign()-.
>>>>
>>>> Nick
>>>>
>>>> On Sun, Dec 9, 2012 at 9:19 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>>>>
>>>>> Please ignore my previous e-mails regarding this question
>>>>>
>>>>> After a short additional search, I found a very nice (and well known)
>>>>> trick proposed by Nick Cox to address the problem (which, from some
>>>>> reason did not come to my mind):
>>>>>
>>>>> bysort group : gen prod = sum(ln(x))
>>>>> by group : replace prod = exp(prod[_N])
>>>>>
>>>>> On Sun, Dec 9, 2012 at 11:05 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>>>>>> P.S. According to stata's help, the details of the author of the
>>>>>> -prod()- function is:
>>>>>>
>>>>>> Philip Ryan
>>>>>> Department of Public Health
>>>>>> University of Adelaide
>>>>>> South Australia
>>>>>> pryan@medicine.adelaide.edu.au
>>>>
>>>>
>>>> On Sun, Dec 9, 2012 at 10:53 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>>>>
>>>>>>> I appreciate very much your assistance in the following question:,
>>>>>>>
>>>>>>> I'm looking for an equivalent function for -gen y1=sum()- which will
>>>>>>> calculate running product for each point in time
>>>>>>>
>>>>>>> In fact, what I would like to calculate is a running geometric mean
>>>>>>>
>>>>>>> Note also that -gen y2=prod()- does not work (i.e., stata does not
>>>>>>> identify the function). Only -egen y2=prod()- works, but it generates
>>>>>>> only one product for each panel, and this is not what I need.
>>>>>>>
>>>>>>> Finally, I tried the -amean- command,, but it simply gives summary
>>>>>>> statistics of different means, and it is not a function..
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